I set the pressure in my tires just before I start traveling in late March, and don't have add any air during our travel season, which ends in October. I never check the pressure with a tire gauge, as I can read the pressure at any time with my PressurePro TPMS. The tires are Michelins LT 225/R16. If you have to add air more often than I do, perhaps you have a slow leak in a tire, or you are causing the air loss by using your tire gauge; regardless, I reccommend a TPMS so you can know your tire pressure while you are driving (when it really matters), and not just when you are stopped.
Since the normal air loss is so slow, there is no need to carry a pump for these occasional air additions, as you can see the need coming and just air up when it's convenient. I do carry a cheap 12 volt air compressor for emergency use. I've only needed it once in 20 years, when a bad valve stem caused a 40 psi air loss. I ran it for a long time, until the tire was over 50 psi, and drove to the closest tire service place at about 50 mph.